+22.0%
V vs Q
+74.5%
-52.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -1.3% |
| 7D | -0.4% | +11.5% | -11.9% | -0.1% |
| 30D | +6.3% | -0.2% | +6.5% | +6.4% |
| 3M | +17.2% | -13.6% | +30.7% | +17.1% |
| 6M | +29.2% | -27.0% | +56.3% | +29.9% |
| YTD | +20.8% | +50.5% | -29.7% | +15.1% |
| 1Y | +25.0% | +33.8% | -8.8% | +19.5% |
| All | +22.0% | +74.5% | -52.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling